+151.6%
ECL vs RY
+373.9%
-222.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.6% |
| 7D | -2.6% | +3.1% | -5.7% | -4.7% |
| 30D | -2.2% | -0.3% | -1.8% | -2.2% |
| 3M | +10.1% | +8.7% | +1.4% | +3.5% |
| 6M | -5.7% | +28.5% | -34.3% | -21.2% |
| YTD | +7.0% | +25.1% | -18.2% | -9.1% |
| 1Y | +2.7% | +46.3% | -43.6% | -22.0% |
| 3Y | +57.7% | +154.9% | -97.2% | -21.9% |
| 5Y | +31.1% | +140.3% | -109.2% | -32.7% |
| All | +151.6% | +373.9% | -222.4% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling